In the meantime, please see the attached example Katana scene, provided by the RenderMan team on the forum post mentioned above, that sets up the render output parameters necessary for rendering Deep EXR files readable by Nuke.

NOTE: only the .exr file extension is recognised by Nuke, and not files of type .deepexr . This means that the output of the above scene should be renamed from .deepexr to .exr for Nuke to read it correctly.